Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.552 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47394.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45999.36 Kr¶

PnL: ---------------------------------------> -889.21 Kr¶

DD now: ---------------------------------> -2.541 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:28:44.712214'

Anic Portfolio¶

Today¶

Return: -1.162 %¶

This Week¶

Return: -1.082 %¶

Total¶

Return: 55.157 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Beijer Electronics Group 26 -2.020000 3031.600000 60.600000 2.040000 2971.000006
SAAB B 8 0.160000 3412.800000 35.800000 1.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.610000 388.500000 33.500000 9.440000 355.000000
Corem Property Group B 59 -1.990000 610.060000 33.060000 5.730000 576.999999
AcadeMedia 12 -2.960000 589.200000 32.200000 5.780000 557.000004
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Resurs Holding 22 -1.590000 599.720000 25.720000 4.480000 573.999998
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
Securitas B 6 -0.510000 585.600000 15.600000 2.740000 570.000000
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.540000 577.950000 13.950000 2.470000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Intrum 4 -3.670000 525.400000 -1.600000 -0.300000 527.000000
Nordea Bank Abp 29 -0.080000 3451.580000 -2.420000 -0.070000 3453.999992
Creaspac SPAC 6 -0.210000 574.200000 -2.800000 -0.490000 577.000002
Handelsbanken A 5 -1.280000 540.750000 -5.250000 -0.960000 546.000000
Essity B 2 -0.360000 558.600000 -15.400000 -2.680000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.640000 503.750000 -30.250000 -5.660000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.790000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.070000 3585.400000 -170.600000 -4.540000 3756.000001
OX2 18 -2.610000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45999.360000 -889.210000 -2.54074% 46888.564618

Updated:¶

'2023-01-25 13:28:57.556048'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶